[R-sig-finance] fSeries - adfTest / unitrootTest

badegeeter at zonnet.nl badegeeter at zonnet.nl
Mon Dec 6 14:41:12 CET 2004


Hello,

I'm sorry if I'm asking a very basic question, I am not so familiar with
R..At the moment I have a script which uses ADF test from the tseries
package. Now I am trying to adjust my script to use the fSeries package.
So, I would like to use the function adfTest and/or unitrootTest.
As an input for these functions I have a vector 'x' with observations. When
trying the tests on 'x' I get the following message:

'Error in validObject(.Object) : Invalid "fURTEST" object: Invalid object
for slot "data.name" in class "fURTEST": got class "NULL", should be or
extend class "character"'

What am I doing wrong ?

greetings,

Bastiaan



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